Uncertain differential equations. (2016)
- Record Type:
- Book
- Title:
- Uncertain differential equations. (2016)
- Main Title:
- Uncertain differential equations
- Further Information:
- Note: Kai Yao.
- Authors:
- Yao, Kai
- Contents:
- Preface; Uncertain Variable; Uncertain Process; Contour Process; Uncertain Calculus; Uncertain Differential Equation; Uncertain Calculus with Renewal Process; Uncertain Differential Equation with Jumps; Multi-Dimensional Uncertain Differential Equation; High-Order Uncertain Differential Equation; Uncertainty Theory Online; Purpose; Acknowledgment; Contents; Frequently Used Symbols; 1 Introduction; 1.1 Uncertain Differential Equation; 1.2 Uncertain Differential Equation with Jumps; 1.3 Multi-Dimensional Uncertain Differential Equation; 1.4 High-Order Uncertain Differential Equation. 2 Uncertain Variable2.1 Uncertain Measure; 2.2 Uncertain Variable; 2.3 Uncertainty Distribution; 2.4 Inverse Uncertainty Distribution; 2.5 Expected Value; 2.6 Variance; 3 Uncertain Process; 3.1 Uncertain Process; 3.2 Extreme Value; 3.3 Time Integral; 4 Contour Process; 4.1 Contour Process; 4.2 Inverse Uncertainty Distribution; 4.3 Extreme Value; 4.4 Time Integral; 4.5 Monotone Function; 5 Uncertain Calculus; 5.1 Canonical Liu Process; 5.2 Liu Integral; 5.3 Liu Process; 6 Uncertain Differential Equation; 6.1 Uncertain Differential Equation; 6.2 Analytic Methods; 6.3 Yao -- Chen Formula. 6.4 Numerical Methods6.5 Existence and Uniqueness Theorem; 6.6 Stability Theorems; 6.7 Liu's Stock Model; 6.8 Yao's Stock Model; 7 Uncertain Calculus with Renewal Process; 7.1 Renewal Process; 7.2 Yao Integral; 7.3 Yao Process; 8 Uncertain Differential Equation with Jumps; 8.1 Uncertain Differential Equation withPreface; Uncertain Variable; Uncertain Process; Contour Process; Uncertain Calculus; Uncertain Differential Equation; Uncertain Calculus with Renewal Process; Uncertain Differential Equation with Jumps; Multi-Dimensional Uncertain Differential Equation; High-Order Uncertain Differential Equation; Uncertainty Theory Online; Purpose; Acknowledgment; Contents; Frequently Used Symbols; 1 Introduction; 1.1 Uncertain Differential Equation; 1.2 Uncertain Differential Equation with Jumps; 1.3 Multi-Dimensional Uncertain Differential Equation; 1.4 High-Order Uncertain Differential Equation. 2 Uncertain Variable2.1 Uncertain Measure; 2.2 Uncertain Variable; 2.3 Uncertainty Distribution; 2.4 Inverse Uncertainty Distribution; 2.5 Expected Value; 2.6 Variance; 3 Uncertain Process; 3.1 Uncertain Process; 3.2 Extreme Value; 3.3 Time Integral; 4 Contour Process; 4.1 Contour Process; 4.2 Inverse Uncertainty Distribution; 4.3 Extreme Value; 4.4 Time Integral; 4.5 Monotone Function; 5 Uncertain Calculus; 5.1 Canonical Liu Process; 5.2 Liu Integral; 5.3 Liu Process; 6 Uncertain Differential Equation; 6.1 Uncertain Differential Equation; 6.2 Analytic Methods; 6.3 Yao -- Chen Formula. 6.4 Numerical Methods6.5 Existence and Uniqueness Theorem; 6.6 Stability Theorems; 6.7 Liu's Stock Model; 6.8 Yao's Stock Model; 7 Uncertain Calculus with Renewal Process; 7.1 Renewal Process; 7.2 Yao Integral; 7.3 Yao Process; 8 Uncertain Differential Equation with Jumps; 8.1 Uncertain Differential Equation with Jumps; 8.2 Existence and Uniqueness Theorem; 8.3 Stability Theorems; 8.4 Yu's Stock Model; 9 Multi-Dimensional Uncertain Differential Equation; 9.1 Multi-Dimensional Canonical Liu Process; 9.2 Multi-Dimensional Liu Integral; 9.3 Multi-Dimensional Liu Process. 9.4 Multi-Dimensional Uncertain Differential Equation10 High-Order Uncertain Differential Equation; 10.1 High-Order Uncertain Differential Equation; 10.2 Equivalent Transformation; 10.3 Yao Formula; 10.4 Numerical Method; 10.5 Existence and Uniqueness Theorem; References; Index. … (more)
- Publisher Details:
- Berlin : Springer
- Publication Date:
- 2016
- Extent:
- 1 online resource
- Subjects:
- 515.35
Differential equations
Uncertainty
MATHEMATICS -- Calculus
MATHEMATICS -- Mathematical Analysis
Differential equations
Uncertainty
Engineering
Computational Intelligence
Quantitative Finance
Probability and Statistics in Computer Science
Electronic books - Languages:
- English
- ISBNs:
- 9783662527290
3662527294 - Related ISBNs:
- 3662527278
9783662527276 - Notes:
- Note: Includes bibliographical references and index.
Note: Online resource, title from PDF title page (EBSCO), viewed September 8, 2016. - Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
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- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.401596
- Ingest File:
- 02_440.xml